QPALMWorkspace Struct Reference

#include <qpalm/types.h>

Detailed Description

QPALM Workspace.

The workspace is the main data structure and is given as a pointer to (almost) all QPALM functions. It contains pointers to the settings, the data, return info, solution variables and intermediate workspace variables.

Examples

examples/c/qpalm_demo.c.

Definition at line 197 of file types.h.

Collaboration diagram for QPALMWorkspace:

Data Fields
QPALMData *	data
	problem data to work on (possibly scaled)
QPALMSolver *	solver
	linsys variables
QPALMSettings *	settings
	problem settings
QPALMScaling *	scaling
	scaling vectors
QPALMSolution *	solution
	problem solution
QPALMInfo *	info
	solver information
QPALMTimer *	timer
	timer object
Iterates
c_float *	x
	primal iterate
c_float *	y
	dual iterate
c_float *	Ax
	scaled A * x
c_float *	Qx
	scaled Q * x
c_float *	Aty
	A' * y (useful for saving one mat_tpose_vec)
c_float *	x_prev
	previous primal iterate
c_int	initialized
	flag whether the iterates were initialized or not
Workspace variables
c_float *	temp_m
	placeholder for vector of size m
c_float *	temp_n
	placeholder for vector of size n
c_float *	sigma
	penalty vector
c_float *	sigma_inv
	1./sigma
c_float	sqrt_sigma_max
	sqrt(sigma_max)
c_int	nb_sigma_changed
	number of sigma-components that changed in an outer iteration (relevant for factorization update)
c_float	gamma
	proximal penalty factor
c_int	gamma_maxed
	flag to indicate whether gamma has been maximized when the primal residual was low
c_float *	Axys
	Ax + y./sigma.
c_float *	z
	projection of Axys onto the constraint set [bmin, bmax]
c_float *	pri_res
	primal residual
c_float *	pri_res_in
	intermediate primal residual
c_float *	yh
	candidate dual update
c_float *	Atyh
	A' * yh.
c_float *	df
	gradient of the primal objective (+proximal term)
c_float *	x0
	record of the primal iterate during the last dual update
c_float *	xx0
	x - x0
c_float *	dphi
	gradient of the Lagrangian
c_float *	neg_dphi
	-dphi, required as the rhs in SCHUR
c_float *	dphi_prev
	previous gradient of the Lagrangian
c_float *	d
	primal update step
Linesearch variables
c_float	tau
	stepsize
c_float *	Qd
	Q * d.
c_float *	Ad
	A * d.
c_float *	sqrt_sigma
	elementwise sqrt(sigma)
c_float	sqrt_delta
	sqrt(penalty update factor)
c_float	eta
	linesearch parameter
c_float	beta
	linesearch parameter
c_float *	delta
	linesearch parameter
c_float *	alpha
	linesearch parameter
c_float *	temp_2m
	placeholder for vector of size 2m
c_float *	delta2
	delta .* delta
c_float *	delta_alpha
	delta .* alpha
array_element *	s
	alpha ./ delta
c_int *	index_L
	index set L (where s>0)
c_int *	index_P
	index set P (where delta>0)
c_int *	index_J
	index set J (L xor P)
Termination criteria variables
c_float	eps_pri
	primal tolerance
c_float	eps_dua
	dual tolerance
c_float	eps_dua_in
	intermediate dual tolerance
c_float	eps_abs_in
	intermediate absolute tolerance
c_float	eps_rel_in
	intermediate relative tolerance
Primal infeasibility variables
c_float *	delta_y
	difference of consecutive dual iterates
c_float *	Atdelta_y
	A' * delta_y.
Dual infeasibility variables
c_float *	delta_x
	difference of consecutive primal iterates
c_float *	Qdelta_x
	Q * delta_x.
c_float *	Adelta_x
	A * delta_x.
Temporary vectors used in scaling
c_float *	D_temp
	temporary primal variable scaling vectors
c_float *	E_temp
	temporary constraints scaling vectors

Field Documentation

data

QPALMData* QPALMWorkspace::data

problem data to work on (possibly scaled)

Definition at line 198 of file types.h.

x

c_float* QPALMWorkspace::x

primal iterate

Definition at line 204 of file types.h.

y

c_float* QPALMWorkspace::y

dual iterate

Definition at line 205 of file types.h.

Ax

c_float* QPALMWorkspace::Ax

scaled A * x

Definition at line 206 of file types.h.

Qx

c_float* QPALMWorkspace::Qx

scaled Q * x

Definition at line 207 of file types.h.

Aty

c_float* QPALMWorkspace::Aty

A' * y (useful for saving one mat_tpose_vec)

Definition at line 208 of file types.h.

x_prev

c_float* QPALMWorkspace::x_prev

previous primal iterate

Definition at line 209 of file types.h.

initialized

c_int QPALMWorkspace::initialized

flag whether the iterates were initialized or not

Definition at line 210 of file types.h.

temp_m

c_float* QPALMWorkspace::temp_m

placeholder for vector of size m

Definition at line 217 of file types.h.

temp_n

c_float* QPALMWorkspace::temp_n

placeholder for vector of size n

Definition at line 218 of file types.h.

sigma

c_float* QPALMWorkspace::sigma

penalty vector

Definition at line 219 of file types.h.

sigma_inv

c_float* QPALMWorkspace::sigma_inv

1./sigma

Definition at line 220 of file types.h.

sqrt_sigma_max

c_float QPALMWorkspace::sqrt_sigma_max

sqrt(sigma_max)

Definition at line 221 of file types.h.

nb_sigma_changed

c_int QPALMWorkspace::nb_sigma_changed

number of sigma-components that changed in an outer iteration (relevant for factorization update)

Definition at line 222 of file types.h.

gamma

c_float QPALMWorkspace::gamma

proximal penalty factor

Definition at line 223 of file types.h.

gamma_maxed

c_int QPALMWorkspace::gamma_maxed

flag to indicate whether gamma has been maximized when the primal residual was low

Definition at line 224 of file types.h.

Axys

c_float* QPALMWorkspace::Axys

Ax + y./sigma.

Definition at line 225 of file types.h.

z

c_float* QPALMWorkspace::z

projection of Axys onto the constraint set [bmin, bmax]

Definition at line 226 of file types.h.

pri_res

c_float* QPALMWorkspace::pri_res

primal residual

Definition at line 227 of file types.h.

pri_res_in

c_float* QPALMWorkspace::pri_res_in

intermediate primal residual

Definition at line 228 of file types.h.

yh

c_float* QPALMWorkspace::yh

candidate dual update

Definition at line 229 of file types.h.

Atyh

c_float* QPALMWorkspace::Atyh

A' * yh.

Definition at line 230 of file types.h.

df

c_float* QPALMWorkspace::df

gradient of the primal objective (+proximal term)

Definition at line 231 of file types.h.

x0

c_float* QPALMWorkspace::x0

record of the primal iterate during the last dual update

Definition at line 232 of file types.h.

xx0

c_float* QPALMWorkspace::xx0

x - x0

Definition at line 233 of file types.h.

dphi

c_float* QPALMWorkspace::dphi

gradient of the Lagrangian

Definition at line 234 of file types.h.

neg_dphi

c_float* QPALMWorkspace::neg_dphi

-dphi, required as the rhs in SCHUR

Definition at line 235 of file types.h.

dphi_prev

c_float* QPALMWorkspace::dphi_prev

previous gradient of the Lagrangian

Definition at line 236 of file types.h.

d

c_float* QPALMWorkspace::d

primal update step

Definition at line 237 of file types.h.

tau

c_float QPALMWorkspace::tau

stepsize

Definition at line 245 of file types.h.

Qd

c_float* QPALMWorkspace::Qd

Q * d.

Definition at line 246 of file types.h.

Ad

c_float* QPALMWorkspace::Ad

A * d.

Definition at line 247 of file types.h.

sqrt_sigma

c_float* QPALMWorkspace::sqrt_sigma

elementwise sqrt(sigma)

Definition at line 248 of file types.h.

sqrt_delta

c_float QPALMWorkspace::sqrt_delta

sqrt(penalty update factor)

Definition at line 249 of file types.h.

eta

c_float QPALMWorkspace::eta

linesearch parameter

Definition at line 250 of file types.h.

beta

c_float QPALMWorkspace::beta

linesearch parameter

Definition at line 251 of file types.h.

delta

c_float* QPALMWorkspace::delta

linesearch parameter

Definition at line 252 of file types.h.

alpha

c_float* QPALMWorkspace::alpha

linesearch parameter

Definition at line 253 of file types.h.

temp_2m

c_float* QPALMWorkspace::temp_2m

placeholder for vector of size 2m

Definition at line 254 of file types.h.

delta2

c_float* QPALMWorkspace::delta2

delta .* delta

Definition at line 255 of file types.h.

delta_alpha

c_float* QPALMWorkspace::delta_alpha

delta .* alpha

Definition at line 256 of file types.h.

s

array_element* QPALMWorkspace::s

alpha ./ delta

Definition at line 257 of file types.h.

index_L

c_int* QPALMWorkspace::index_L

index set L (where s>0)

Definition at line 258 of file types.h.

index_P

c_int* QPALMWorkspace::index_P

index set P (where delta>0)

Definition at line 259 of file types.h.

index_J

c_int* QPALMWorkspace::index_J

index set J (L xor P)

Definition at line 260 of file types.h.

eps_pri

c_float QPALMWorkspace::eps_pri

primal tolerance

Definition at line 268 of file types.h.

eps_dua

c_float QPALMWorkspace::eps_dua

dual tolerance

Definition at line 269 of file types.h.

eps_dua_in

c_float QPALMWorkspace::eps_dua_in

intermediate dual tolerance

Definition at line 270 of file types.h.

eps_abs_in

c_float QPALMWorkspace::eps_abs_in

intermediate absolute tolerance

Definition at line 271 of file types.h.

eps_rel_in

c_float QPALMWorkspace::eps_rel_in

intermediate relative tolerance

Definition at line 272 of file types.h.

delta_y

c_float* QPALMWorkspace::delta_y

difference of consecutive dual iterates

Definition at line 279 of file types.h.

Atdelta_y

c_float* QPALMWorkspace::Atdelta_y

A' * delta_y.

Definition at line 280 of file types.h.

delta_x

c_float* QPALMWorkspace::delta_x

difference of consecutive primal iterates

Definition at line 288 of file types.h.

Qdelta_x

c_float* QPALMWorkspace::Qdelta_x

Q * delta_x.

Definition at line 289 of file types.h.

Adelta_x

c_float* QPALMWorkspace::Adelta_x

A * delta_x.

Definition at line 290 of file types.h.

D_temp

c_float* QPALMWorkspace::D_temp

temporary primal variable scaling vectors

Definition at line 299 of file types.h.

E_temp

c_float* QPALMWorkspace::E_temp

temporary constraints scaling vectors

Definition at line 300 of file types.h.

solver

QPALMSolver* QPALMWorkspace::solver

linsys variables

Definition at line 304 of file types.h.

settings

QPALMSettings* QPALMWorkspace::settings

problem settings

Definition at line 305 of file types.h.

scaling

QPALMScaling* QPALMWorkspace::scaling

scaling vectors

Definition at line 306 of file types.h.

solution

QPALMSolution* QPALMWorkspace::solution

problem solution

Definition at line 307 of file types.h.

info

QPALMInfo* QPALMWorkspace::info

solver information

Examples

examples/c/qpalm_demo.c.

Definition at line 308 of file types.h.

timer

QPALMTimer* QPALMWorkspace::timer

timer object

Definition at line 311 of file types.h.

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The documentation for this struct was generated from the following file:

• QPALM/include/qpalm/types.h